+51.5%
CART vs AVTR
-30.1%
+81.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | +1.0% | +2.7% | -1.6% | +0.8% |
| 30D | +12.6% | +12.1% | +0.6% | +11.7% |
| 3M | +23.1% | +57.2% | -34.1% | +19.1% |
| 6M | +39.5% | +73.1% | -33.5% | +34.1% |
| YTD | +13.5% | +30.6% | -17.1% | +11.4% |
| 1Y | +14.9% | +13.5% | +1.4% | +13.2% |
| All | +51.5% | -30.1% | +81.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling